+65.6%
PHM vs ALK
+16.0%
+49.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | +6.2% | +9.0% | -2.8% | +3.6% |
| 30D | +17.9% | -1.6% | +19.6% | +18.3% |
| 3M | +2.5% | -23.2% | +25.7% | +9.9% |
| 6M | +10.8% | -3.9% | +14.7% | +11.3% |
| YTD | +13.7% | -22.6% | +36.3% | +18.7% |
| 1Y | +12.4% | -5.3% | +17.7% | +11.4% |
| 3Y | +65.6% | +18.6% | +47.1% | +48.4% |
| All | +65.6% | +16.0% | +49.7% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling